-15.2%
TLT vs SE
+372.6%
-387.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +3.7% | -19.4% | +23.1% | +3.6% |
| 3M | -0.7% | -33.1% | +32.4% | -0.9% |
| 6M | -4.2% | -11.4% | +7.3% | -4.2% |
| YTD | -4.0% | -39.8% | +35.8% | -4.2% |
| 1Y | -5.8% | -50.5% | +44.6% | -6.3% |
| 3Y | +4.1% | +68.9% | -64.8% | +4.8% |
| 5Y | -34.8% | -77.1% | +42.3% | -36.6% |
| All | -15.2% | +372.6% | -387.8% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling